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StochVolModels 2.4.0

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@ArturSepp ArturSepp released this 28 Aug 13:47
· 111 commits to main since this release
b059373

What's Changed

  • F1: add provisional capability contracts by @ArturSepp in #7
  • feat: add Student-t terminal adapter by @ArturSepp in #8
  • feat: add discrete TGARCH terminal path model by @ArturSepp in #9
  • Add validated GMM terminal model by @ArturSepp in #10
  • Add continuous LogSV path adapter by @ArturSepp in #11
  • Add path products and valuation boundary by @ArturSepp in #12
  • Adopt package analytics in the discrete-volatility book chapter by @ArturSepp in #13
  • Add regime LogSV and Student risk-premia book analytics by @ArturSepp in #14
  • Add cache-aware volatility-book smoke rollup by @ArturSepp in #15
  • Harden book-analytics release readiness by @ArturSepp in #16
  • Recover remaining branch and untrack private book materials by @ArturSepp in #17
  • Release StochVolModels 2.4.0 by @ArturSepp in #18

New Contributors

Full Changelog: v2.3.0...v2.4.0